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Morgan Stanley Put 160 SIE 20.12..../  DE000ME4UEN4  /

Stuttgart
26/09/2024  16:54:04 Chg.-0.100 Bid17:14:57 Ask17:14:57 Underlying Strike price Expiration date Option type
0.260EUR -27.78% 0.240
Bid Size: 80,000		 0.250
Ask Size: 80,000		 SIEMENS AG NA O.N. 160.00 EUR 20/12/2024 Put
 

Master data

WKN: ME4UEN
Issuer: Morgan Stanley
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Put
Strike price: 160.00 EUR
Maturity: 20/12/2024
Issue date: 07/12/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: -45.41
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -1.25
Time value: 0.38
Break-even: 156.20
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 0.47
Spread abs.: 0.02
Spread %: 5.56%
Delta: -0.25
Theta: -0.04
Omega: -11.35
Rho: -0.11
 

Quote data

Open: 0.280
High: 0.280
Low: 0.260
Previous Close: 0.360
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.59%
1 Month
  -50.94%
3 Months
  -64.38%
YTD
  -78.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.360
1M High / 1M Low: 0.840 0.360
6M High / 6M Low: 1.270 0.330
High (YTD): 17/01/2024 1.530
Low (YTD): 12/07/2024 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   3,000
Avg. price 1M:   0.567
Avg. volume 1M:   652.174
Avg. price 6M:   0.625
Avg. volume 6M:   116.279
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   211.57%
Volatility 6M:   200.73%
Volatility 1Y:   -
Volatility 3Y:   -